+295.3%
NSC vs WST
+448.5%
-153.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.8% |
| 7D | -6.2% | -3.1% | -3.1% | -5.6% |
| 30D | +2.6% | +9.1% | -6.5% | +0.7% |
| 3M | -5.8% | +14.7% | -20.5% | -8.6% |
| 6M | +2.1% | +28.0% | -25.9% | -3.6% |
| YTD | +12.7% | +45.6% | -33.0% | +3.0% |
| 1Y | +15.9% | +45.7% | -29.8% | +5.8% |
| 3Y | +74.0% | +21.1% | +53.0% | +55.1% |
| 5Y | +25.2% | +0.3% | +24.9% | +14.7% |
| All | +295.3% | +448.5% | -153.3% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling